The Quant Team service offers metrics analysis, a daily roadmap, and a trading forum. The metrics morning writeup consists of option metrics and dynamics and liquidity analysis. From these metrics, one can discern dealer market liquidity levels as well as options structures with special emphasis on gamma, delta vega and vanna. Furthermore, Fast Zero Gamma and Zero Gamma, along with their tilts, slopes and regimes are highlighted. An institutional positioning analysis is also provided to highlight institutional vs retail positioning, and the rate of change of these. Also of importance are the daily and weekly implied volatility ranges and levels, along with a comparative study of implied volatilities versus their historical levels, aiding understanding of anticipated volatility regimes. Included in the metrics are two systematic forecasting modules one being Options Based Forecasting (OBF), which computes options tilt and therefore provides a forecast for expected volatility, direction of trade, and trading stance to be implemented intraday. The second systematic forecasting module is the Intraday Daytrade Module (IDM) which provides a directional forecast pre-market, pre-mid session, and latter part of the session.
The intraday roadmap consists of several parts. The first part is metrics study’s levels overlayed on a 15-minute price chart. Secondly, proprietary formulas are used to delineate actionable zones and levels such as vega, vega repricing and loops, as well as gamma and delta zones. Lastly, a trading plan for the day is presented, along with buy and sell levels and qualitative observations.
Live updates to the metrics and the roadmap are provided in the trading room. In addition, live trading signals on ES and NQ, along with opportunistic trades in other assets, are provided there. Trading room is an active community of talented traders who exchange ideas and trades.
